Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-19 0.317999 0.347959 0.380763 0.419581 0.464569 0.515448 0.577885
2025-10-26 0.278119 0.316186 0.360382 0.416196 0.485855 0.571406 0.686861
2025-11-02 0.245276 0.286271 0.335856 0.401496 0.488121 0.601653 0.767478
2025-11-09 0.219430 0.261156 0.313204 0.384660 0.483244 0.619572 0.832766
2025-11-16 0.205041 0.248513 0.304335 0.383707 0.498132 0.665277 0.946407
2025-11-23 0.197352 0.243470 0.304406 0.394161 0.529558 0.739257 1.121894
2025-11-30 0.187699 0.234818 0.298508 0.395042 0.546265 0.792541 1.276075
2025-12-07 0.178290 0.225672 0.290959 0.392371 0.556574 0.836370 1.424869
2025-12-14 0.169368 0.216519 0.282562 0.387354 0.562053 0.872184 1.568181
2025-12-21 0.160477 0.206820 0.272608 0.378853 0.560380 0.894200 1.687998
2025-12-28 0.156529 0.203901 0.272361 0.385580 0.585639 0.972211 1.972714
2026-01-04 0.153968 0.202781 0.274642 0.396486 0.619689 1.075224 2.376595
2026-01-11 0.147560 0.195776 0.267647 0.391597 0.624410 1.118447 2.638307
2026-01-18 0.143051 0.191364 0.264394 0.392803 0.641067 1.192784 3.053820
2026-01-25 0.136143 0.182974 0.254327 0.381188 0.630611 1.200298 3.234816
2026-02-01 0.129077 0.174044 0.242944 0.366407 0.612076 1.184415 3.317156
2026-02-08 0.125436 0.170224 0.239611 0.365898 0.623298 1.247707 3.793988
2026-02-15 0.124098 0.169886 0.241899 0.375816 0.658146 1.384259 4.788097
2026-02-22 0.121139 0.166853 0.239514 0.376721 0.673137 1.469393 5.643063
2026-03-01 0.117765 0.163011 0.235554 0.374270 0.680096 1.532648 6.477230
2026-03-08 0.114211 0.158741 0.230651 0.369608 0.681273 1.578302 7.283776
2026-03-15 0.110304 0.153766 0.224313 0.361683 0.673689 1.593314 7.879654
2026-03-22 0.108975 0.152912 0.225059 0.367965 0.701935 1.742114 10.252791